types.h

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#ifndef QPALM_TYPES_H
# define QPALM_TYPES_H

# ifdef __cplusplus
extern "C" {
# endif // ifdef __cplusplus

#include "global_opts.h"

#ifdef USE_LADEL
#include "ladel.h"
typedef ladel_work            solver_common;
typedef ladel_sparse_matrix   solver_sparse;
typedef ladel_double          solver_dense;
typedef ladel_factor          solver_factor;
typedef ladel_symbolics       solver_symbolics;
#elif defined USE_CHOLMOD
#include "cholmod.h"
typedef cholmod_common solver_common;
typedef cholmod_sparse solver_sparse;
typedef cholmod_dense  solver_dense;
typedef cholmod_factor solver_factor;
typedef void           solver_symbolics;

#endif /* USE_CHOLMOD */

typedef struct array_element  {
  c_float x; 
  size_t  i; 
} array_element;


/******************
* Internal types *
******************/

typedef struct {
  c_float *x; 
  c_float *y; 
} QPALMSolution;

typedef struct QPALM_TIMER QPALMTimer;

typedef struct {
  c_float *D;    
  c_float *Dinv; 
  c_float *E;    
  c_float *Einv; 
  c_float  c;    
  c_float  cinv; 
} QPALMScaling;


typedef struct {
  c_int   iter;           
  c_int   iter_out;       
  char    status[32];     
  c_int   status_val;     

  c_float pri_res_norm;   
  c_float dua_res_norm;   
  c_float dua2_res_norm;  

  c_float objective;      
  c_float dual_objective; 

  #ifdef PROFILING
  c_float setup_time;    
  c_float solve_time;    
  c_float run_time;      
  #endif

} QPALMInfo;

/**********************************
* Main structures and Data Types *
**********************************/

typedef struct {
  size_t          n;    
  size_t          m;    
  solver_sparse  *Q;    
  solver_sparse  *A;    
  c_float        *q;    
  c_float         c;    
  c_float        *bmin; 
  c_float        *bmax; 
} QPALMData;


typedef struct {
  c_int   max_iter;                 
  c_int   inner_max_iter;           
  c_float eps_abs;                  
  c_float eps_rel;                  
  c_float eps_abs_in;               
  c_float eps_rel_in;               
  c_float rho;                      
  c_float eps_prim_inf;             
  c_float eps_dual_inf;             
  c_float theta;                    
  c_float delta;                    
  c_float sigma_max;                
  c_float sigma_init;               
  c_int   proximal;                 
  c_float gamma_init;               
  c_float gamma_upd;                
  c_float gamma_max;                
  c_int   scaling;                  
  c_int   nonconvex;                
  c_int   verbose;                  
  c_int   print_iter;               
  c_int   warm_start;               
  c_int   reset_newton_iter;        
  c_int   enable_dual_termination;  
  c_float dual_objective_limit;     
  c_float time_limit;               
  c_int   ordering;                 
  c_int   factorization_method;     
  c_int   max_rank_update;          
  c_float max_rank_update_fraction; 
} QPALMSettings;

typedef struct {
  c_int factorization_method;   
  solver_sparse *kkt;           
  solver_sparse *kkt_full;      
  solver_sparse *At;            
  c_int *first_row_A;           
  c_float *first_elem_A;        
  solver_factor *LD;             
  solver_symbolics *sym;         
  solver_factor *LD_Q;           
  solver_symbolics *sym_Q;       
  solver_dense *E_temp;          
  solver_dense *D_temp;          
  solver_dense *neg_dphi;        
  solver_dense *rhs_kkt;         
  solver_dense *sol_kkt;         
  solver_dense *d;               
  solver_dense *Ad;              
  solver_dense *Qd;              
  solver_dense *yh;              
  solver_dense *Atyh;            
  c_int first_factorization;      
  c_int reset_newton;             
  c_int *active_constraints;      
  c_int *active_constraints_old;  
  c_int nb_active_constraints;    
  c_int *enter;                   
  c_int nb_enter;                 
  c_int *leave;                   
  c_int nb_leave;                 
  solver_dense *At_scale;        
  solver_sparse *At_sqrt_sigma;  
} QPALMSolver;


typedef struct {
  QPALMData *data; 

  c_float *x;        
  c_float *y;        
  c_float *Ax;       
  c_float *Qx;       
  c_float *Aty;      
  c_float *x_prev;   
  c_int initialized; 

  c_float *temp_m;        
  c_float *temp_n;        
  c_float *sigma;         
  c_float *sigma_inv;     
  c_float sqrt_sigma_max;  
  c_int nb_sigma_changed; 
  c_float gamma;          
  c_int gamma_maxed;      
  c_float *Axys;          
  c_float *z;             
  c_float *pri_res;       
  c_float *pri_res_in;    
  c_float *yh;            
  c_float *Atyh;          
  c_float *df;            
  c_float *x0;            
  c_float *xx0;           
  c_float *dphi;          
  c_float *neg_dphi;      
  c_float *dphi_prev;     
  c_float *d;             

  c_float tau;          
  c_float *Qd;          
  c_float *Ad;          
  c_float *sqrt_sigma;  
  c_float sqrt_delta;   
  c_float eta;          
  c_float beta;         
  c_float *delta;       
  c_float *alpha;       
  c_float *temp_2m;     
  c_float *delta2;      
  c_float *delta_alpha; 
  array_element *s;     
  c_int   *index_L;     
  c_int   *index_P;     
  c_int   *index_J;     

  c_float eps_pri;    
  c_float eps_dua;    
  c_float eps_dua_in; 
  c_float eps_abs_in; 
  c_float eps_rel_in; 

  c_float *delta_y;   
  c_float *Atdelta_y; 

  c_float *delta_x;  
  c_float *Qdelta_x; 
  c_float *Adelta_x; 

  c_float *D_temp;   
  c_float *E_temp;   


  QPALMSolver   *solver;   
  QPALMSettings *settings; 
  QPALMScaling  *scaling;  
  QPALMSolution *solution; 
  QPALMInfo     *info;     

  # ifdef PROFILING
  QPALMTimer *timer;       
  # endif // ifdef PROFILING

} QPALMWorkspace;


# ifdef __cplusplus
}
# endif // ifdef __cplusplus

#endif // ifndef QPALM_TYPES_H